[R-SIG-Finance] price channel

[R. Michael Weylandt]

Perhaps runMax() and runMin() in TTR would let you code this up easily.

Michael

On Fri, Jan 13, 2012 at 2:30 PM, Michael <comtech.usa at gmail.com> wrote:
> Hi all,
>
> I am looking for the command/functions for defining price channel:
>
> A price channel is defined by the highest high and lowest low over some
> past number of bars. A trade is signaled when the market breaks out above
> or below the channel.
>
> Could you please point me to the right places?
>
> Thanks a lot!
>
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>
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